hs_vectorization_isometry_intertwines_rank_one_tangent
Provedmatrix-completionrandom-matricesreference
The Hilbert-Schmidt vectorization flattening an matrix to a vector indexed by coordinate pairs is a Frobenius-to-Euclidean isometry, and it intertwines each rank-one tangent operator with bot6 vecMulVec rank-one matrix. Concretely the theorem asserts three facts. (A) The Frobenius inner product equals the dot product of vectorizations: . (B) The squared Frobenius norm equals the self dot product of the vectorization. (C) For , applying the matrix to equals , i.e. the rank-one Hilbert-Schmidt operator (the Rudelson summand ) vectorizes to vecMulVec. This is the linchpin that brings the rank-one tensor-operator primitives and the matrix Khintchine / symmetrization machinery to bear on the Candes-Recht tangent sampling deviation.
Preamble
import Definitions.Def_matrix_completion_tangent open MatrixCompletion open scoped BigOperators Matrix
Formal statement
theorem hs_vectorization_isometry_intertwines_rank_one_tangent
{n1 n2 r : Nat} {M : RealMatrix n1 n2} (S : SVD M r) :
(∀ X Y : RealMatrix n1 n2,
matrixInner X Y
= (fun e : Fin n1 × Fin n2 => X e.1 e.2)
⬝ᵥ (fun e : Fin n1 × Fin n2 => Y e.1 e.2)) ∧
(∀ X : RealMatrix n1 n2,
frobeniusNormSq X
= (fun e : Fin n1 × Fin n2 => X e.1 e.2)
⬝ᵥ (fun e : Fin n1 × Fin n2 => X e.1 e.2)) ∧
(∀ (a : Fin n1) (b : Fin n2) (H : RealMatrix n1 n2),
(Matrix.vecMulVec
(fun e : Fin n1 × Fin n2 => tangentProjection S (coordinateMatrix a b) e.1 e.2)
(fun e : Fin n1 × Fin n2 => tangentProjection S (coordinateMatrix a b) e.1 e.2)).mulVec
(fun e : Fin n1 × Fin n2 => H e.1 e.2)
= (matrixInner (tangentProjection S (coordinateMatrix a b)) H)
• (fun e : Fin n1 × Fin n2 => tangentProjection S (coordinateMatrix a b) e.1 e.2)) := by sorrySource
Rudelson, J. Funct. Anal. 164 (1999) Thm 1; van Handel, Structured Random Matrices arXiv:1610.05200 §3; Candes-Recht 2009 arXiv:0805.4471 §4.2